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pyfolio v0.9.0 Release Notes

Release Date: 2018-08-01 // over 5 years ago

  • 🆕 New features

    • Previously, pyfolio has required a benchmark, usually the U.S. market
      👍 returns SPY. In order to provide support for international equities and
      alternative data sets, pyfolio is now completely independent of benchmarks.
      If a benchmark is passed, all benchmark-related analyses will be performed;
      if not, they will simply be skipped. By George Ho
    • 🐎 Performance attribution tearsheet PR441, PR433, PR442. By Vikram Narayan.
    • 👌 Improved implementation of get_turnover PR332. By Gus Gordon.
    • 👉 Users can now pass in extra rows (as a dict or OrderedDict) to display in the perf_stats table PR445. By Gus Gordon.

    🚧 Maintenance